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market maker quality
| Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
|---|---|---|---|---|---|---|---|---|---|---|---|
| 30/10/2024 | 0.80% | 123.84 % | 124.84 % | 250,000 | 250,000 | 250,000 | 250,000 | 309,879 CHF | 312,379 CHF | 100.00% | 100.00% |
| 29/10/2024 | 0.80% | 124.33 % | 125.33 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,161 CHF | 313,661 CHF | 99.55% | 99.55% |
| 28/10/2024 | 0.80% | 124.56 % | 125.56 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,158 CHF | 313,658 CHF | 100.00% | 100.00% |
| 25/10/2024 | 0.80% | 124.35 % | 125.35 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,619 CHF | 313,119 CHF | 100.00% | 100.00% |
| 24/10/2024 | 0.80% | 124.22 % | 125.22 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,666 CHF | 313,166 CHF | 100.00% | 100.00% |
| 23/10/2024 | 0.80% | 124.02 % | 125.02 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,094 CHF | 312,594 CHF | 100.00% | 100.00% |
| 22/10/2024 | 0.80% | 124.04 % | 125.04 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,141 CHF | 312,641 CHF | 100.00% | 100.00% |
| 21/10/2024 | 0.80% | 124.48 % | 125.48 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,303 CHF | 313,803 CHF | 97.93% | 97.93% |
| 18/10/2024 | 0.80% | 124.55 % | 125.55 % | 250,000 | 250,000 | 250,000 | 250,000 | 311,068 CHF | 313,568 CHF | 100.00% | 100.00% |
| 17/10/2024 | 0.80% | 124.20 % | 125.20 % | 250,000 | 250,000 | 250,000 | 250,000 | 310,307 CHF | 312,807 CHF | 100.00% | 100.00% |
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